CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 08-Dec-2010

Day Change Summary
	Previous	Current
	07-Dec-2010	08-Dec-2010	Change	Change %	Previous Week
Open	0.9926	0.9868	-0.0058	-0.6%	0.9800
High	0.9967	0.9915	-0.0052	-0.5%	0.9975
Low	0.9852	0.9840	-0.0012	-0.1%	0.9701
Close	0.9885	0.9876	-0.0009	-0.1%	0.9933
Range	0.0115	0.0075	-0.0040	-34.8%	0.0274
ATR	0.0100	0.0099	-0.0002	-1.8%	0.0000
Volume	25,894	28,074	2,180	8.4%	14,104

Daily Pivots for day following 08-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0102	1.0064	0.9917
R3	1.0027	0.9989	0.9897
R2	0.9952	0.9952	0.9890
R1	0.9914	0.9914	0.9883	0.9933
PP	0.9877	0.9877	0.9877	0.9887
S1	0.9839	0.9839	0.9869	0.9858
S2	0.9802	0.9802	0.9862
S3	0.9727	0.9764	0.9855
S4	0.9652	0.9689	0.9835

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0692	1.0586	1.0084
R3	1.0418	1.0312	1.0008
R2	1.0144	1.0144	0.9983
R1	1.0038	1.0038	0.9958	1.0091
PP	0.9870	0.9870	0.9870	0.9896
S1	0.9764	0.9764	0.9908	0.9817
S2	0.9596	0.9596	0.9883
S3	0.9322	0.9490	0.9858
S4	0.9048	0.9216	0.9782

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9975	0.9794	0.0181	1.8%	0.0097	1.0%	45%	False	False	13,713
10	0.9975	0.9701	0.0274	2.8%	0.0107	1.1%	64%	False	False	7,650
20	0.9986	0.9701	0.0285	2.9%	0.0099	1.0%	61%	False	False	4,101
40	0.9991	0.9605	0.0386	3.9%	0.0096	1.0%	70%	False	False	2,228
60	0.9991	0.9600	0.0391	4.0%	0.0092	0.9%	71%	False	False	1,542
80	0.9991	0.9338	0.0653	6.6%	0.0086	0.9%	82%	False	False	1,183
100	0.9991	0.9338	0.0653	6.6%	0.0077	0.8%	82%	False	False	953
120	0.9991	0.9338	0.0653	6.6%	0.0070	0.7%	82%	False	False	798

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0234
2.618	1.0111
1.618	1.0036
1.000	0.9990
0.618	0.9961
HIGH	0.9915
0.618	0.9886
0.500	0.9878
0.382	0.9869
LOW	0.9840
0.618	0.9794
1.000	0.9765
1.618	0.9719
2.618	0.9644
4.250	0.9521

Fisher Pivots for day following 08-Dec-2010
Pivot	1 day	3 day
R1	0.9878	0.9904
PP	0.9877	0.9894
S1	0.9877	0.9885

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These figures are updated between 7pm and 10pm EST after a trading day.

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